+554.5%
MSTR vs XME
+294.4%
+260.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.5% | -8.1% | -6.9% |
| 7D | -4.0% | +0.9% | -4.9% | -4.9% |
| 30D | -18.6% | -7.3% | -11.3% | -13.7% |
| 3M | +25.6% | -14.8% | +40.3% | +41.9% |
| 6M | -33.1% | -18.4% | -14.7% | -22.4% |
| YTD | -17.3% | -4.7% | -12.7% | -14.9% |
| 1Y | -48.1% | +5.7% | -53.8% | -50.7% |
| 3Y | +154.2% | +104.0% | +50.2% | +49.9% |
| 5Y | +46.2% | +122.4% | -76.2% | -11.7% |
| 10Y | +554.5% | +285.4% | +269.2% | +187.3% |
| All | +554.5% | +294.4% | +260.2% | +187.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling